+256.5%
SPGI vs FND
+57.3%
+199.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.8% | -2.4% |
| 7D | -3.1% | -0.8% | -2.3% | -2.9% |
| 30D | +2.0% | -19.6% | +21.6% | +7.1% |
| 3M | +4.3% | -4.3% | +8.7% | +4.4% |
| 6M | -0.2% | -20.4% | +20.2% | +3.4% |
| YTD | -14.8% | -21.9% | +7.1% | -11.9% |
| 1Y | -18.5% | -45.2% | +26.6% | -8.7% |
| 3Y | +16.0% | -49.2% | +65.2% | +26.9% |
| 5Y | +2.2% | -61.8% | +64.0% | +14.7% |
| All | +256.5% | +57.3% | +199.2% | +183.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FND wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling